2018 Fall

FE800 Selected Projects of the Fall 2018 semester.

FE 800 Projects 2018 Fall Exchange Traded Funds (ETF Studies) Research

Robust Test of Processes Underlying Leveraged Exchange Traded Funds

FE 800 Projects 2018 Fall Research

Jump Diffusion Model

FE 800 Projects 2018 Fall Portfolio Management Research

Multi-asset Portfolio Management

FE 800 Projects 2018 Fall Research

Hybrid Credit Rating Model

FE 800 Projects 2018 Fall Cryptocurrency Modelling Research

Model Market Irrationality with Bitcoin and Other Cryptocurrencies